Testing a Large Set of Zero Restrictions in Regression Models, with an Application to Mixed Frequency Granger Causality
Year of publication: |
2019
|
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Authors: | Ghysels, Eric ; Hill, Jonathan B. ; Motegi, Kaiji |
Publisher: |
[S.l.] : SSRN |
Subject: | Kausalanalyse | Causality analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 10, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2616736 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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